Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47900.81 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46505.86 Kr¶

PnL: ---------------------------------------> -382.71 Kr¶

DD now: ---------------------------------> -1.499 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 11:13:20.177406'

Anic Portfolio¶

Today¶

Return: -0.025 %¶

This Week¶

Return: -0.025 %¶

Total¶

Return: 56.815 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.140000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 2.670000 2828.000000 192.000000 7.280000 2636.000010
Corem Property Group B 59 1.920000 625.400000 48.400000 8.390000 576.999999
AcadeMedia 12 1.940000 604.800000 47.800000 8.580000 557.000004
Boozt 12 0.500000 1694.400000 40.400000 2.440000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 2.810000 391.300000 36.300000 10.230000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
OEM International B 7 1.790000 555.800000 27.800000 5.270000 527.999997
Resurs Holding 22 -0.220000 599.720000 25.720000 4.480000 573.999998
HMS Networks 2 1.340000 694.000000 21.000000 3.120000 673.000000
Intrum 4 2.090000 547.200000 20.200000 3.830000 527.000000
SAAB B 8 -1.260000 3396.800000 19.800000 0.590000 3377.000000
Coor Service Management Hold. 8 2.540000 548.800000 16.800000 3.160000 532.000000
Norva24 Group 16 -0.290000 558.400000 15.400000 2.840000 543.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
FM Mattsson Mora Group B 50 -1.510000 2930.000000 3.000000 0.100000 2927.000000
CTEK 13 1.300000 536.900000 2.900000 0.540000 533.999999
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Swedbank A 3 -0.530000 564.300000 0.300000 0.050000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.190000 246.240000 0.240000 0.100000 246.000000
Securitas B 6 1.110000 570.240000 0.240000 0.040000 570.000000
Midsona B 63 3.710000 580.860000 -2.140000 -0.370000 582.999984
Fastighetsbolag. Emilshus Pref 21 -1.300000 559.650000 -2.350000 -0.420000 562.000005
Handelsbanken A 5 -0.230000 542.750000 -3.250000 -0.600000 546.000000
Essity B 2 -1.420000 569.200000 -4.800000 -0.840000 574.000000
Essity A 4 -0.870000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.390000 3435.340000 -18.660000 -0.540000 3453.999992
Sampo Oyj SDB 7 -0.360000 3829.000000 -21.000000 -0.550000 3850.000000
International Petroleum Corp. 5 2.460000 561.500000 -33.070000 -5.560000 594.565215
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.210000 3668.600000 -87.400000 -2.330000 3756.000001
OX2 18 0.500000 1456.200000 -207.800000 -12.490000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 0.900000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46505.860000 -382.710000 -1.49924% 46888.564618

Updated:¶

'2023-01-23 11:13:32.624374'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶